NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Dimitri Vayanos

Working Papers and Chapters

November 2009A Preferred-Habitat Model of the Term Structure of Interest Rates
with Jean-Luc Vila: w15487
August 2009Liquidity and Asset Prices: A Unified Framework
with Jiang Wang: w15215
December 2008An Institutional Theory of Momentum and Reversal
with Paul Woolley: w14523
February 2008Bond Supply and Excess Bond Returns
with Robin Greenwood: w13806
November 2006A Search-Based Theory of the On-the-Run Phenomenon
with Pierre-Olivier Weill: w12670
February 2004Flight to Quality, Flight to Liquidity, and the Pricing of Risk
w10327

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